+93.3%
QQQ vs ARWR
+173.2%
-79.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | +1.0% | -3.2% | +4.2% | +1.3% |
| 30D | -0.6% | -6.5% | +5.8% | 0.0% |
| 3M | +1.3% | +12.7% | -11.4% | -0.3% |
| 6M | +18.1% | +36.2% | -18.1% | +13.5% |
| YTD | +16.9% | +24.5% | -7.6% | +13.1% |
| 1Y | +24.0% | +198.0% | -174.0% | +8.0% |
| All | +93.3% | +173.2% | -79.8% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling